+6,356.9%
DKS vs CHD
+2,564.6%
+3,792.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.3% |
| 7D | +6.3% | +3.6% | +2.7% | +5.0% |
| 30D | +9.3% | +10.4% | -1.1% | +5.6% |
| 3M | -25.3% | +12.2% | -37.5% | -28.3% |
| 6M | -29.2% | +19.9% | -49.1% | -33.9% |
| YTD | -22.7% | +36.4% | -59.1% | -31.4% |
| 1Y | -30.1% | +35.1% | -65.2% | -37.7% |
| 3Y | +45.6% | +29.2% | +16.4% | +29.0% |
| 5Y | +28.5% | +33.4% | -4.9% | +10.3% |
| 10Y | +235.2% | +195.0% | +40.2% | +91.2% |
| All | +6,356.9% | +2,564.6% | +3,792.4% | +1,536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling